These item use Verdana, and IE8 does not display a solid square as it should
However, tested under IE7 emulation they appear correctly

These items use Arial, and the square bullets appear correctly
Regardless of browser or emulation

Using Vista, latest updates, and IE8 beta:

I now see that this also requires the DOCTYPE to be set:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
Along with:
<ul style="font-family: Verdana; list-style-type:square;">